Extremal dependence of random scale constructions
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Publication:2283053
DOI10.1007/s10687-019-00353-3zbMath1427.60097arXiv1803.04221OpenAlexW2963461147WikidataQ127518455 ScholiaQ127518455MaRDI QIDQ2283053
Jennifer L. Wadsworth, Sebastian Engelke, Thomas Opitz
Publication date: 27 December 2019
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.04221
Measures of association (correlation, canonical correlation, etc.) (62H20) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)
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